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UM,
With regards to your post at amibroker-ts (Ignoring extreme price
changes) IMHO the more one "ignores" the effect of real world events
on prices the more one is subject to them in the real trading.
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> Hi Anthony,
> I tried DELL and GE from 1/1/2003 to today
> and it works well.
> UM
>
> ----- Original Message -----
> From: "Anthony Faragasso" <ajf1111@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, April 20, 2003 6:59 PM
> Subject: Re: AmiBroker 4.31.1 BETA released, was [amibroker]
AmiBroker 4.31.0 BETA released
>
>
> > Tomasz,
> >
> > Please check the image attached....I used your supplied
formula....and
> > selected a range of dates : From and To....then clicked
explore....no
> > results were returned....is there a step missing.
> >
> > Thank you
> > Anthony
> >
> > -------Original Message-------
> >
> > From: amibroker@xxxxxxxxxxxxxxx
> > Date: Sunday, April 13, 2003 12:15:09
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: AmiBroker 4.31.1 BETA released, was [amibroker]
AmiBroker 4.31
> > 0 BETA released
> >
> > Dale,
> >
> > Yes it is possible to perform optimization using for loop inside
exploration
> > code:
> >
> > Sample code follows, it runs optimization inside for loop and
reports only
> > THE BEST
> > result. It should be run usign "EXPLORE". The code in fact runs
several
> > backtests inside 'for' loop and notes the best result and best
parameter
> > range.
> > bestequity = 0;
> > bestrange = 0;
> > // optimization loop
> > for( range = 12; range < 40; range ++ )
> > {
> > Buy = Cross( Close, EMA( Close, range ) );
> > Sell = Cross( EMA( Close, range ), Close );
> > Le = LastValue( Equity() );
> > if( Le > bestequity )
> > {
> > bestequity = Le;
> > bestrange = range;
> > }
> > }
> > range = bestrange;
> > Buy = Cross( Close, EMA( Close, range ) );
> > Sell = Cross( EMA( Close, range ), Close );
> > Filter = BarIndex() == BarCount - 1;
> > AddColumn( bestrange, "Best range" );
> > AddColumn( Equity(), "Best Equity" );
> >
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
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